One possible answer is gross. This is because gross can be used as an adjective, meaning: 1) very obvious or noticeable, 2) rude or offensive, or 3) very disgusting. The others words are nouns.
Another possible answer is mile. The other words can pertain to actions: A theft is a stealing of an item or items. A wail is a scream. A gross is an earning. Finally, a lake is, using an uncommon definition, a causing of blood to undergo a physiological change in which the hemoglobin becomes dissolved in the plasma.
Tip! For more puzzles like these, try the Odd Word Out quiz from www.world-english.org.